Markov properties for systems described by PDEs and first-order representations

Abstract

The relation between Markovianity and representability by means of first-order PDEs is investigated. We consider two versions of the Markovian property, weak and strong-Markovianity. The weak version has been introduced in [J.C. Willems, State and first-order representations, in: V.D. Blondel, A. Megretski (Eds.), Unsolved Problems in Mathematical Systems… (More)